| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 6.78% | 62.0% |
| Max Drawdown | -27.88% | -29.51% |
| Sharpe | 0.17 | 0.53 |
| Sortino | 0.25 | 0.78 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.05 | 1.09 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 17.77 | 3.53 |
| Outlier Loss Ratio | 3.85 | 3.36 |
| Volatility (ann.) | 13.87% | 25.09% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.21 | 1.71 |
| Skew | 0.92 | 0.22 |
| Kurtosis | 21.92 | 6.5 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.44% | 3.27% |
| Expected Yearly % | 3.34% | 27.28% |
| Kelly Criterion | 1.09% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.12% |
| Expected Shortfall (cVaR) | -1.19% | -2.12% |
| Year | 3525543:BTCUSD | 3525543:btcusd:triple_gx:kama170_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 10.52 | 0.23 | - |
| 2025 | 11.80 | -3.38 | -0.29 | - |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 6.69% | 26.2% |
| 6M | -3.38% | -1.67% |
| YTD | -3.38% | 11.8% |
| 1Y | 7.02% | 56.98% |
| 3Y (ann.) | 5.73% | 50.61% |
| 5Y (ann.) | 5.73% | 50.61% |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Max Drawdown | -27.88% | -29.51% |
| Longest DD Days | 216.0 | 144.0 |
| Avg. Drawdown | -6.57% | -5.38% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.24 | 2.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -27.88 | 157 |
| 2024-11-13 | 2025-06-18 | -13.51 | 216 |
| 2024-05-21 | 2024-06-05 | -5.83 | 15 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-04-14 | 2024-04-14 | -0.84 | 0 |
| 2024-04-15 | 2024-05-20 | -0.76 | 35 |
| 2024-05-20 | 2024-05-20 | -0.22 | 0 |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 13.01% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 23.38% | 37.42% |
| Worst Month | -17.7% | -17.69% |
| Best Year | 10.52% | 44.91% |
| Worst Year | -3.38% | 11.8% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.84% | 5.82% |
| Avg. Down Week | -4.69% | -4.81% |
| Avg. Up Month | 9.34% | 16.22% |
| Avg. Down Month | -8.1% | -9.19% |
| Win Days % | 48.94% | 51.57% |
| Win Month % | 46.15% | 53.33% |
| Win Week % | 54.55% | 52.38% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |